Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49558.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45496.32 Kr¶

PnL: ---------------------------------------> 440.32 Kr¶

DD now: ---------------------------------> -6.704 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:29:49.866818'

Anic Portfolio¶

Today¶

Return: 1.403 %¶

This Week¶

Return: 0.519 %¶

Total portfolio value¶

Return including deposits: 62.243 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.700000 1672.560000 203.560000 13.860000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.160000 2162.700000 119.700000 5.860000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 3.880000 989.500000 54.500000 5.830000 935.000000
JM 6 3.900000 912.000000 48.000000 5.560000 864.000000
Catena 2 3.880000 834.400000 42.400000 5.350000 792.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.370000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 2.850000 995.760000 28.760000 2.970000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
OX2 13 1.170000 951.600000 1.600000 0.170000 949.999999
EQT 4 0.580000 832.800000 0.800000 0.100000 832.000000
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
Byggmax Group 33 0.210000 955.020000 -0.980000 -0.100000 956.000001
ASSA ABLOY B 3 -0.660000 770.700000 -8.300000 -1.070000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -1.930000 914.000000 -26.000000 -2.770000 940.000000
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Addnode Group B 11 -2.320000 880.550000 -40.450000 -4.390000 921.000003
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Hexagon B 26 0.540000 3408.600000 -52.400000 -1.510000 3461.000010
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
BHG Group 97 2.720000 1391.950000 -67.050000 -4.600000 1458.999989
TOTAL 45496.320000 440.320000 -6.70436% 45056.000411

Updated:¶

'2023-07-04 13:30:06.643823'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶